+824.1%
PODD vs KIM
+26.3%
+797.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +10.7% | -4.0% | +14.7% | +12.3% |
| 3M | +0.7% | +0.5% | +0.2% | +0.6% |
| 6M | -39.3% | +3.6% | -42.9% | -40.1% |
| YTD | -48.1% | +20.4% | -68.5% | -51.7% |
| 1Y | -57.4% | +9.7% | -67.1% | -59.0% |
| 3Y | -23.3% | +46.0% | -69.2% | -34.3% |
| 5Y | -51.3% | +34.4% | -85.7% | -57.1% |
| 10Y | +242.0% | +29.3% | +212.7% | +168.4% |
| All | +824.1% | +26.3% | +797.7% | +385.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling